How do i get jquery accordion working?

Need a quick solution to this . Basically I have My HTML like so :

<div id="accordion">
        <h3><a href="#">First header</a></h3>
            <div>First content</div>
        <h3><a href="#">Second header</a></h3>
            <div>Second content</div>
</div>

and javascript like this

<script type="text/javascript">
$(function() {
    $("#accordion").accordion({
        event: "mouseover"
    });
});
</script>

and include the jquery.js? But this isnt working. I know this is total noob question. What else do i need to do??

You mention that you are including jquery, are you also including the jquery-ui?

Installing Firebug for Firefox is defiantly a must. It does look like your issue is that you're not including jquery-ui (it looks like you are using their example for accordion, however).